Econometrics, 7.5 credits

Ekonometri, 7.5 hp

730G99

Main field of study

Economics Business Administration Statistics

Course level

First cycle

Course type

Single subject and programme course

Examiner

Göran Hägg

Course coordinator

David Andersson

Director of studies or equivalent

Linnea Tengvall

Contact

ECV = Elective / Compulsory / Voluntary
Course offered for Semester Weeks Language Campus ECV
Single subject course (Full-time, Day-time) Spring 2020 202009-202013 Swedish Linköping, Valla
Single subject course (Full-time, Day-time) Spring 2020 202009-202013 Swedish Linköping, Valla
F7KPO Bachelor´s Programme in Political science and economics (Economics) 6 (Spring 2020) 202009-202013 Swedish Linköping, Valla C
F7YEF Business and Economics Programme - International - French (Business) 6 (Spring 2020) 202009-202013 Swedish Linköping, Valla E
F7YEF Business and Economics Programme - International - French (Economics) 6 (Spring 2020) 202009-202013 Swedish Linköping, Valla E
F7YET Business and Economics Programme - International - German (Business) 6 (Spring 2020) 202009-202013 Swedish Linköping, Valla E
F7YET Business and Economics Programme - International - German (Economics) 6 (Spring 2020) 202009-202013 Swedish Linköping, Valla E
F7YES Business and Economics Programme - International - Spanish (Business) 6 (Spring 2020) 202009-202013 Swedish Linköping, Valla E
F7YES Business and Economics Programme - International - Spanish (Economics) 6 (Spring 2020) 202009-202013 Swedish Linköping, Valla E
F7YEK Business and Economics Programme (Economics) 6 (Spring 2020) 202009-202013 Swedish Linköping, Valla E

Main field of study

Economics, Business Administration, Statistics

Course level

First cycle

Advancement level

G2X

Course offered for

  • Bachelor´s Programme in Political science and economics
  • Business and Economics Programme - International - French
  • Business and Economics Programme
  • Business and Economics Programme - International - Spanish
  • Business and Economics Programme - International - German

Entry requirements

Completed Economics, basic course comprising 30 ECTS credits with at least 15 ECTS credits approved, or the equivalent.

Intended learning outcomes

On completion of the course, the student should be able to
- account for basic econometric model formulations and the implications of different underlying model assumptions
- account for the most commonly occurring estimation methods and for how different model formulations and characteristics of various types of data influence choice of estimation method
- interpret the results of implemented estimates of both micro and macroeconomic models and test different hypotheses with relevance to the models that have been taxed

Course content

The course contains the following parts:
- The classical linear regression model and different abnormalities from this model
- Estimation methods for linear regression models
- Properties at various types of data
- models of discrete choices
- Simultaneous equation systems
- Hypothesis testing for deviations from underlying model assumptions and for occurrence of different economic relationships
- Computer exercises

Teaching and working methods

The teaching takes the form of lectures and computer exercises. The students should also study independently.

Examination

Final written examination. Written assignments in the form of computer exercises. Detailed information can be found in the study guide.

Students failing an exam covering either the entire course or part of the course twice are entitled to have a new examiner appointed for the reexamination.

Students who have passed an examination may not retake it in order to improve their grades.

Grades

Three-grade scale, U, G, VG

Other information

Planning and implementation of a course must take its starting point in the wording of the syllabus. The course evaluation included in each course must therefore take up the question how well the course agrees with the syllabus. 

The course is carried out in such a way that both men´s and women´s experience and knowledge is made visible and developed.

Department

Institutionen för ekonomisk och industriell utveckling
Code Name Scope Grading scale
INUP Examination 0 credits U, G
EXAM Examination 7.5 credits U, G, VG

Books

Stock, James H., Watson, Mark W., Stock, James H., Watson, Mark W., (2015) Introduction to econometrics

ISBN: 9781292071312, 1292071311

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